CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 111-300 112-085 0-105 0.3% 112-130
High 112-235 112-250 0-015 0.0% 112-250
Low 111-140 111-160 0-020 0.1% 111-140
Close 112-095 111-295 -0-120 -0.3% 111-295
Range 1-095 1-090 -0-005 -1.2% 1-110
ATR 1-090 1-090 0-000 0.0% 0-000
Volume 594,258 702,897 108,639 18.3% 1,984,982
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 115-292 115-063 112-200
R3 114-202 113-293 112-088
R2 113-112 113-112 112-050
R1 112-203 112-203 112-013 112-112
PP 112-022 112-022 112-022 111-296
S1 111-113 111-113 111-257 111-022
S2 110-252 110-252 111-220
S3 109-162 110-023 111-182
S4 108-072 108-253 111-070
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 116-025 115-110 112-212
R3 114-235 114-000 112-093
R2 113-125 113-125 112-054
R1 112-210 112-210 112-014 112-112
PP 112-015 112-015 112-015 111-286
S1 111-100 111-100 111-256 111-002
S2 110-225 110-225 111-216
S3 109-115 109-310 111-177
S4 108-005 108-200 111-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-185 111-140 2-045 1.9% 0-268 0.7% 23% False False 555,578
10 118-280 111-140 7-140 6.6% 1-090 1.1% 7% False False 748,303
20 118-280 111-140 7-140 6.6% 1-036 1.0% 7% False False 816,560
40 119-085 111-140 7-265 7.0% 0-288 0.8% 6% False False 849,673
60 119-085 111-140 7-265 7.0% 0-202 0.6% 6% False False 571,121
80 119-085 111-140 7-265 7.0% 0-161 0.5% 6% False False 428,479
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-080
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-072
2.618 116-043
1.618 114-273
1.000 114-020
0.618 113-183
HIGH 112-250
0.618 112-093
0.500 112-045
0.382 111-317
LOW 111-160
0.618 110-227
1.000 110-070
1.618 109-137
2.618 108-047
4.250 106-018
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 112-045 112-035
PP 112-022 112-015
S1 111-318 111-315

These figures are updated between 7pm and 10pm EST after a trading day.

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